Recursive Parameter Estimation: Asymptotic expansion
| dc.creator | Sharia, Teo | |
| dc.date | 2007-05-12 | |
| dc.date.accessioned | 2026-07-07T08:01:18Z | |
| dc.date.available | 2026-07-07T08:01:18Z | |
| dc.description | We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any preliminary restrictions on the probabilistic nature of the observation process and cover a wide class of nonlinear recursive procedures. In this paper we study asymptotic behaviour of the recursive estimators. The results of the paper can be used to determine the form of a recursive procedure which is expected to have the same asymptotic properties as the corresponding non-recursive one defined as a solution of the corresponding estimating equation. | |
| dc.description | 30 pages with 1 postscript figure | |
| dc.identifier | https://arxiv.org/abs/0705.1783 | |
| dc.identifier | http://arxiv.org/abs/0705.1783 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/128870 | |
| dc.subject | Statistics Theory | |
| dc.title | Recursive Parameter Estimation: Asymptotic expansion | |
| dc.type | text |